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Todd Clark
Ulrich K. Mueller
Fixed-Effect Regressions on Network Data
Efficient Two-Step Estimation via Targeting
Financial Trading Over The Years: A Multifractal Intensity Perspective
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
Assessing Omitted Variable Bias when the Controls are Endogenous
No Econometrics Seminar
Keisuke Hirano
Granger Causality Tests with Mixed Data Frequencies
Using a Life-Cycle Model to Predict Induced Entry Effects of a $1 for $2 Benefit Offset in the SSDI Program
Hyungsik Roger Moon
CEO Behavior and Firm Performance
Understanding the Size of the Government Spending Multiplier: It's All in the Sign
Optimal Retrospective Sampling for a Class of Variable Dimension Models
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